NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
93.41 |
94.40 |
0.99 |
1.1% |
92.70 |
| High |
94.41 |
94.40 |
-0.01 |
0.0% |
94.41 |
| Low |
93.29 |
91.51 |
-1.78 |
-1.9% |
92.39 |
| Close |
94.37 |
91.74 |
-2.63 |
-2.8% |
94.37 |
| Range |
1.12 |
2.89 |
1.77 |
158.0% |
2.02 |
| ATR |
1.22 |
1.34 |
0.12 |
9.7% |
0.00 |
| Volume |
85,816 |
83,635 |
-2,181 |
-2.5% |
253,689 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.22 |
99.37 |
93.33 |
|
| R3 |
98.33 |
96.48 |
92.53 |
|
| R2 |
95.44 |
95.44 |
92.27 |
|
| R1 |
93.59 |
93.59 |
92.00 |
93.07 |
| PP |
92.55 |
92.55 |
92.55 |
92.29 |
| S1 |
90.70 |
90.70 |
91.48 |
90.18 |
| S2 |
89.66 |
89.66 |
91.21 |
|
| S3 |
86.77 |
87.81 |
90.95 |
|
| S4 |
83.88 |
84.92 |
90.15 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.78 |
99.10 |
95.48 |
|
| R3 |
97.76 |
97.08 |
94.93 |
|
| R2 |
95.74 |
95.74 |
94.74 |
|
| R1 |
95.06 |
95.06 |
94.56 |
95.40 |
| PP |
93.72 |
93.72 |
93.72 |
93.90 |
| S1 |
93.04 |
93.04 |
94.18 |
93.38 |
| S2 |
91.70 |
91.70 |
94.00 |
|
| S3 |
89.68 |
91.02 |
93.81 |
|
| S4 |
87.66 |
89.00 |
93.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.41 |
91.51 |
2.90 |
3.2% |
1.36 |
1.5% |
8% |
False |
True |
57,126 |
| 10 |
94.41 |
91.51 |
2.90 |
3.2% |
1.26 |
1.4% |
8% |
False |
True |
60,247 |
| 20 |
96.98 |
91.51 |
5.47 |
6.0% |
1.31 |
1.4% |
4% |
False |
True |
60,387 |
| 40 |
101.15 |
91.51 |
9.64 |
10.5% |
1.32 |
1.4% |
2% |
False |
True |
64,090 |
| 60 |
103.66 |
91.51 |
12.15 |
13.2% |
1.23 |
1.3% |
2% |
False |
True |
62,293 |
| 80 |
103.66 |
91.51 |
12.15 |
13.2% |
1.14 |
1.2% |
2% |
False |
True |
56,860 |
| 100 |
103.66 |
91.51 |
12.15 |
13.2% |
1.11 |
1.2% |
2% |
False |
True |
53,751 |
| 120 |
103.66 |
91.51 |
12.15 |
13.2% |
1.10 |
1.2% |
2% |
False |
True |
50,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.68 |
|
2.618 |
101.97 |
|
1.618 |
99.08 |
|
1.000 |
97.29 |
|
0.618 |
96.19 |
|
HIGH |
94.40 |
|
0.618 |
93.30 |
|
0.500 |
92.96 |
|
0.382 |
92.61 |
|
LOW |
91.51 |
|
0.618 |
89.72 |
|
1.000 |
88.62 |
|
1.618 |
86.83 |
|
2.618 |
83.94 |
|
4.250 |
79.23 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.96 |
92.96 |
| PP |
92.55 |
92.55 |
| S1 |
92.15 |
92.15 |
|